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  • Search: subject:"Hadamard differentiability"
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Year of publication
Subject
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Hadamard differentiability 9 Theorie 6 distribution regression 6 Bootstrap-Verfahren 5 Theory 5 Bootstrap approach 4 Hadamard differentiability of the counterfactual operator 4 Nichtparametrisches Verfahren 4 Nonparametric statistics 4 Regression analysis 4 Regressionsanalyse 4 duration/transformation regression 4 policy analysis 4 quantile regression 4 unconditional quantile and distribution effects 4 Counterfactual distribution 3 Einkommensverteilung 3 Income distribution 3 USA 3 exchangeable bootstrap 3 weighted bootstrap 3 Asymptotic normality 2 Distributional effect 2 Duration analysis 2 Einkommen 2 Lohnstruktur 2 Nonparametric estimation 2 Schätztheorie 2 Schätzung 2 Soziale Mobilität 2 Statistical distribution 2 Statistical test 2 Statistische Bestandsanalyse 2 Statistische Verteilung 2 Statistischer Test 2 Stochastic process 2 Stochastischer Prozess 2 Verteilungswirkung 2 Wage structure 2 black-white mobility gap 2
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Online availability
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Free 9 Undetermined 6
Type of publication
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Article 8 Book / Working Paper 8
Type of publication (narrower categories)
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Working Paper 7 Article in journal 4 Aufsatz in Zeitschrift 4 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3
Language
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English 11 Undetermined 5
Author
All
Chernozhukov, Victor 5 Fernández-Val, Iván 4 Melly, Blaise 4 Bhattacharya, Debopam 2 Mazumder, Bhashkar 2 Wüthrich, Kaspar 2 Arnold, Matthias 1 Beutner, Eric 1 Fernandez-Val, Ivan 1 Gaigall, Daniel 1 Galichon, Alfred 1 Hable, Robert 1 Parvardeh, Afshin 1 Pedroso-de-Lima, Antonio 1 Romeo, José 1 Salinas-Torres, Victor 1 Seo, Juwon 1 Tanaka, Nelson 1 Wied, Dominik 1 Wu, Wei Biao 1 Zähle, Henryk 1
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Institution
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Centre for Microdata Methods and Practice (CEMMAP) 1
Published in...
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cemmap working paper 2 ASTIN bulletin : the journal of the International Actuarial Association 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CeMMAP working papers 1 Discussion Papers 1 Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823 1 Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 Journal of Multivariate Analysis 1 Journal of econometrics 1 Metrika 1 Quantitative economics : QE ; journal of the Econometric Society 1 Statistical Papers / Springer 1 Stochastic Processes and their Applications 1 Working Paper 1
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Source
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ECONIS (ZBW) 7 RePEc 5 EconStor 4
Showing 1 - 10 of 16
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Test for changes in the modeled solvency capital requirement of an internal risk model
Gaigall, Daniel - In: ASTIN bulletin : the journal of the International … 51 (2021) 3, pp. 813-837
Persistent link: https://www.econbiz.de/10012656731
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Semiparametric estimation of quantile treatment effects with endogeneity
Wüthrich, Kaspar - 2015
This paper studies estimation of conditional and unconditional quantile treatment effects based on the instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2004, 2005, 2006). I introduce a class of semiparametric plug-in estimators based on closed form solutions...
Persistent link: https://www.econbiz.de/10011420629
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Semiparametric estimation of quantile treatment effects with endogeneity
Wüthrich, Kaspar - 2015
This paper studies estimation of conditional and unconditional quantile treatment effects based on the instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2004, 2005, 2006). I introduce a class of semiparametric plug-in estimators based on closed form solutions...
Persistent link: https://www.econbiz.de/10011297659
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Inference on counterfactual distributions
Chernozhukov, Victor; Fernandez-Val, Ivan; Melly, Blaise - 2013
Counterfactual distributions are important ingredients for policy analysis and decomposition analysis in empirical economics. In this article we develop modeling and inference tools for counterfactual distributions based on regression methods. The counterfactual scenarios that we consider...
Persistent link: https://www.econbiz.de/10010318685
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Inference on counterfactual distributions
Chernozhukov, Victor; Fernández-Val, Iván; Melly, Blaise - Centre for Microdata Methods and Practice (CEMMAP) - 2013
Counterfactual distributions are important ingredients for policy analysis and de-composition analysis in empirical economics. In this article we develop modelling and inference tools for counterfactual distributions based on regression methods. The counterfactual scenarios that we consider...
Persistent link: https://www.econbiz.de/10010660012
Saved in:
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Inference on counterfactual distributions
Chernozhukov, Victor; Fernández-Val, Iván; Melly, Blaise - 2013
Counterfactual distributions are important ingredients for policy analysis and decomposition analysis in empirical economics. In this article we develop modeling and inference tools for counterfactual distributions based on regression methods. The counterfactual scenarios that we consider...
Persistent link: https://www.econbiz.de/10009741375
Saved in:
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Tests of stochastic monotonicity with improved power
Seo, Juwon - In: Journal of econometrics 207 (2018) 1, pp. 53-70
Persistent link: https://www.econbiz.de/10012116090
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A nonparametric analysis of black-white differences in intergenerational income mobility in the United States
Bhattacharya, Debopam; Mazumder, Bhashkar - In: Quantitative economics : QE ; journal of the … 2 (2011) 3, pp. 335-379
Lower intergenerational income mobility for blacks is a likely cause behind the persistent interracial gap in economic status in the United States. However, few studies have analyzed black-white differences in intergenerational income mobility and the factors that determine these differences....
Persistent link: https://www.econbiz.de/10011756354
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Nonparametric analysis of intergenerational income mobility with application to the United States
Bhattacharya, Debopam; Mazumder, Bhashkar - 2010
This paper concerns the problem of inferring the effects of covariates on intergenerational income mobility, i.e. on the relationship between the incomes of parents and future earnings of their children. We focus on two different measures of mobility- (i) traditional transition probability of...
Persistent link: https://www.econbiz.de/10010292207
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A fluctuation test for constant correlation
Wied, Dominik; Arnold, Matthias - 2009
Persistent link: https://www.econbiz.de/10008811389
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